NYMEX Light Sweet Crude Oil Future November 2012
| Trading Metrics calculated at close of trading on 19-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2012 |
19-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
107.73 |
109.36 |
1.63 |
1.5% |
108.07 |
| High |
109.23 |
109.80 |
0.57 |
0.5% |
109.23 |
| Low |
107.67 |
109.34 |
1.67 |
1.6% |
106.54 |
| Close |
109.14 |
109.80 |
0.66 |
0.6% |
109.14 |
| Range |
1.56 |
0.46 |
-1.10 |
-70.5% |
2.69 |
| ATR |
1.37 |
1.32 |
-0.05 |
-3.7% |
0.00 |
| Volume |
11,420 |
5,473 |
-5,947 |
-52.1% |
39,015 |
|
| Daily Pivots for day following 19-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111.03 |
110.87 |
110.05 |
|
| R3 |
110.57 |
110.41 |
109.93 |
|
| R2 |
110.11 |
110.11 |
109.88 |
|
| R1 |
109.95 |
109.95 |
109.84 |
110.03 |
| PP |
109.65 |
109.65 |
109.65 |
109.69 |
| S1 |
109.49 |
109.49 |
109.76 |
109.57 |
| S2 |
109.19 |
109.19 |
109.72 |
|
| S3 |
108.73 |
109.03 |
109.67 |
|
| S4 |
108.27 |
108.57 |
109.55 |
|
|
| Weekly Pivots for week ending 16-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116.37 |
115.45 |
110.62 |
|
| R3 |
113.68 |
112.76 |
109.88 |
|
| R2 |
110.99 |
110.99 |
109.63 |
|
| R1 |
110.07 |
110.07 |
109.39 |
110.53 |
| PP |
108.30 |
108.30 |
108.30 |
108.54 |
| S1 |
107.38 |
107.38 |
108.89 |
107.84 |
| S2 |
105.61 |
105.61 |
108.65 |
|
| S3 |
102.92 |
104.69 |
108.40 |
|
| S4 |
100.23 |
102.00 |
107.66 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111.76 |
|
2.618 |
111.00 |
|
1.618 |
110.54 |
|
1.000 |
110.26 |
|
0.618 |
110.08 |
|
HIGH |
109.80 |
|
0.618 |
109.62 |
|
0.500 |
109.57 |
|
0.382 |
109.52 |
|
LOW |
109.34 |
|
0.618 |
109.06 |
|
1.000 |
108.88 |
|
1.618 |
108.60 |
|
2.618 |
108.14 |
|
4.250 |
107.39 |
|
|
| Fisher Pivots for day following 19-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
109.72 |
109.26 |
| PP |
109.65 |
108.71 |
| S1 |
109.57 |
108.17 |
|